Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
DOI10.4208/nmtma.OA-2020-0143OpenAlexW3199477662MaRDI QIDQ5864764
Publication date: 8 June 2022
Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/nmtma.oa-2020-0143
strong convergencefinite element methodstochastic partial differential equationsvariational solutionmean square error estimatenon-global Lipschitz
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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